| 中国证券投资基金业绩的中短期持续性 |
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| 引用本文： | 胡畏,聂曙光,张明.中国证券投资基金业绩的中短期持续性[J].系统工程,2004,22(4):44-48. |
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| 作者姓名： | 胡畏 聂曙光 张明 |
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| 作者单位： | 复旦大学,管理学院,上海,200433 |
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| 基金项目： | 复旦大学管理学院青年科研基金资助项目(Fdmsqnky02013) |
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| 摘 要： | 利用几个常见的基金业绩评价指标对中国证券投资基金业绩的持续性进行检验，不同的指标得出相似的结果。检验结果表明短期内不存在持续性．但当考察期较长时．中国的基金业绩有一定的持续性。基金业绩的持续性反映出市场存在一定的非有效性，投资者可以通过对基金的选择提高收益或降低风险。
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| 关 键 词： | 证券市场 证券投资基金 基金业绩 持续性 中国 |
| 文章编号： | 1001-4098(2004)04-0044-05 |
Performance Persistence of Chinese Security Funds in Short and Mid-Terms |
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| HU Wei,NIE Shu-guang,ZHANG Ming.Performance Persistence of Chinese Security Funds in Short and Mid-Terms[J].Systems Engineering,2004,22(4):44-48. |
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| Authors: | HU Wei NIE Shu-guang ZHANG Ming |
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| Abstract: | In this paper, several well-known indexes are used to test the persistence of the performance of Chinese security (funds.) Different indexes get similar results. The results of the tests shows that there is no persistence of performance in (short) term, but the persistence does exist when we exam the performance in middle term. Since the performance persistence is the result of the inefficiency of the market, investors can improve the investment yields or reduce risk by choosing good (funds.) |
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| Keywords: | Fund Performance Persistence |
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